+55.0%
XOP vs SCCO
+1,104.1%
-1,049.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +2.6% | -2.7% | +5.3% | +3.6% |
| 30D | +9.6% | -0.7% | +10.3% | +9.1% |
| 3M | +20.4% | +8.1% | +12.3% | +13.7% |
| 6M | +19.9% | +4.1% | +15.8% | +10.7% |
| YTD | +56.4% | +41.1% | +15.3% | +18.6% |
| 1Y | +52.4% | +95.6% | -43.1% | -5.2% |
| 3Y | +39.9% | +179.3% | -139.4% | -35.1% |
| 5Y | +163.7% | +308.3% | -144.6% | -9.5% |
| All | +55.0% | +1,104.1% | -1,049.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling